Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 9.13% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 488,059 | 488,059 | 51,064 CHF | 55,945 CHF | 100.00% | 100.00% |
12/07/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 477,008 | 477,008 | 51,609 CHF | 56,380 CHF | 99.67% | 99.67% |
11/07/2024 | 8.17% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 437,480 | 437,480 | 51,348 CHF | 55,722 CHF | 99.43% | 99.43% |
10/07/2024 | 7.43% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,272 | 400,272 | 51,877 CHF | 55,879 CHF | 96.06% | 96.06% |
09/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 52,078 CHF | 56,078 CHF | 99.67% | 99.67% |
08/07/2024 | 8.53% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 465,619 | 465,620 | 52,265 CHF | 56,922 CHF | 99.84% | 99.84% |
05/07/2024 | 8.34% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 450,700 | 450,700 | 51,753 CHF | 56,260 CHF | 100.00% | 100.00% |
04/07/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 456,556 | 456,556 | 51,750 CHF | 56,316 CHF | 100.00% | 100.00% |
03/07/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,760 | 398,760 | 52,040 CHF | 56,027 CHF | 99.25% | 99.25% |
02/07/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,248 | 367,248 | 52,725 CHF | 56,398 CHF | 99.68% | 99.68% |